The Burgers equation driven by a stochastic measure

Open Access

21 February 2023

journal article
research article
Published by VTeX in Modern Stochastics: Theory and Applications

Vol. 10 (3), 229-246
https://doi.org/10.15559/23-vmsta224

Abstract

Publisher: VTeX - Solutions for Science Publishing, Journal: Modern Stochastics - Theory and Applications, Title: The Burgers equation driven by a stochastic measure, Authors: Vadym Radchenko , The class of one-dimensional equations driven by a stochastic measure μ is studied. For μ only σ-additivity in probability is assumed. This class of equations includes the Burgers equation and the heat equation. The existence and uniqueness of the solution are proved, and the averaging principle for the equation is studied.

Keywords

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